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Trade: QTUM/USDT/240/SINWMA/WMA/6367

Strategy
QTUM/USDT/240/SINWMA/WMA/6367
Pair
QTUM_USDT
Interval
4h
Score
303708
Daily Profit
0.213393
Profit Factor
1.603149
Profitability
40.559441
Streak
35.307517
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-26 14:22
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 533306.3188 470320.3689 62985.9499 605902.1201 1308979.171 -703077.0509
Total P&L (%) 533.3063 470.3204 62.986 605.9021 1308.9792 -703.0771
Avg Daily Profit (%) 0.2134 0.1882 0.0252 0.0782 0.1059 0
Buy And Hold Return (%) 45.3728 45.3728 45.3728 45.3728 45.3728 45.3728
Max Trade Drawdown -139942 -83991 -71339 -2395420 -1244045 -1624721
Profit Factor 1.6031 2.0545 1.1437 1.0606 1.2599 0.8584
Total Trades 143 72 71 143 72 71
Winning Trades 58 28 30 58 28 30
Losing Trades 85 44 41 85 44 41
Profitability (%) 40.5594 38.8889 42.2535 40.5594 38.8889 42.2535
Ratio Avg Win / Avg Loss 2.3494 3.2285 1.5631 1.5543 1.9798 1.1732
Largest Winning Trade 110390 110390 59210 1119925 1119925 648816
Largest Losing Trade -34770 -30928 -34770 -730469 -423821 -730469
Avg Bars in Trades 102 97 108 102 97 108
Avg Bars in Winners 171 166 175 171 166 175
Avg Bars in Losers 56 53 60 56 53 60
Bars Traded 14722 6987 7735 14722 6987 7735
Profit Streak 35.3075 38.3075 0 35.3075 38.3075 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303708 -71807 -355478 -243620 -133461 -669081

Evaluation Data

{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1544457600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885769509,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            533306.3188124422,
            470320.3688798846,
            62985.9499325581,
            605902.1201131402,
            1308979.1710361615,
            -703077.0509230224
        ],
        [
            533.306319,
            470.320369,
            62.98595,
            605.90212,
            1308.979171,
            -703.077051
        ],
        [
            0.213393,
            0.188191,
            0.025203,
            0.078229,
            0.105909,
            0
        ],
        [
            45.372751,
            45.372751,
            45.372751,
            45.372751,
            45.372751,
            45.372751
        ],
        [
            -139942,
            -83991,
            -71339,
            -2395420,
            -1244045,
            -1624721
        ],
        [
            1.603149,
            2.054477,
            1.143744,
            1.060573,
            1.259859,
            0.858409
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            40.559441,
            38.888889,
            42.253521,
            40.559441,
            38.888889,
            42.253521
        ],
        [
            2.349443,
            3.228464,
            1.563117,
            1.554288,
            1.979779,
            1.173159
        ],
        [
            110390,
            110390,
            59210,
            1119925,
            1119925,
            648816
        ],
        [
            -34770,
            -30928,
            -34770,
            -730469,
            -423821,
            -730469
        ],
        [
            102,
            97,
            108,
            102,
            97,
            108
        ],
        [
            171,
            166,
            175,
            171,
            166,
            175
        ],
        [
            56,
            53,
            60,
            56,
            53,
            60
        ],
        [
            14722,
            6987,
            7735,
            14722,
            6987,
            7735
        ],
        [
            35.307517,
            38.307517,
            0,
            35.307517,
            38.307517,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303708,
            -71807,
            -355478,
            -243620,
            -133461,
            -669081
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1544457600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885769509,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)